+13.4%
SHAK vs ESTC
+31.2%
-17.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.5% |
| 7D | -0.7% | -8.1% | +7.4% | +1.7% |
| 30D | -6.6% | +31.7% | -38.3% | -15.2% |
| 3M | +30.1% | +41.1% | -11.0% | +15.2% |
| 6M | -28.7% | +77.1% | -105.8% | -42.3% |
| YTD | -14.5% | +21.7% | -36.2% | -22.9% |
| 1Y | -31.9% | +8.4% | -40.3% | -37.4% |
| 3Y | -1.0% | +23.6% | -24.6% | -20.3% |
| 5Y | -18.7% | -46.5% | +27.8% | -22.0% |
| All | +13.4% | +31.2% | -17.7% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling